Recursive Extended Least Squares Parameter Estimation for Wiener Nonlinear Systems with Moving Average Noises

被引：95
作者：
Hu, Yuanbiao [1 ]
Liu, Baolin [1 ]
Zhou, Qin [1 ]
Yang, Chun [1 ]
机构：
[1] China Univ Geosci, Minist Land & Resources, Key Lab Deep GeoDrilling Technol, Beijing 100083, Peoples R China
来源：
CIRCUITS SYSTEMS AND SIGNAL PROCESSING | 2014年 / 33卷 / 02期
基金：
中国国家自然科学基金;
关键词：
Least squares; Parameter estimation; Recursive identification; Nonlinear system; SPECTRAL SUBTRACTION METHOD; ESTIMATION ALGORITHM; ITERATIVE IDENTIFICATION; STOCHASTIC-SYSTEMS;
D O I：
10.1007/s00034-013-9652-x
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
Many control algorithms are based on the mathematical models of dynamic systems. System identification is used to determine the structures and parameters of dynamic systems. Some identification algorithms (e.g., the least squares algorithm) can be applied to estimate the parameters of linear regressive systems or linear-parameter systems with white noise disturbances. This paper derives two recursive extended least squares parameter estimation algorithms for Wiener nonlinear systems with moving average noises based on over-parameterization models. The simulation results indicate that the proposed algorithms are effective.
引用
收藏
页码：655 / 664
页数：10
相关论文
共 53 条
[1]   Iterative algorithms for the generalized centro-symmetric and central anti-symmetric solutions of general coupled matrix equations [J].
Dehghan, Mehdi ;
Hajarian, Masoud .
ENGINEERING COMPUTATIONS, 2012, 29 (5-6) :528-560
[2]   Fourth-order variants of Newton's method without second derivatives for solving non-linear equations [J].
Dehghan, Mehdi ;
Hajarian, Masoud .
ENGINEERING COMPUTATIONS, 2012, 29 (3-4) :356-365
[3]   SSHI methods for solving general linear matrix equations [J].
Dehghan, Mehdi ;
Hajarian, Masoud .
ENGINEERING COMPUTATIONS, 2011, 28 (7-8) :1028-1043
[4]   Analysis of an iterative algorithm to solve the generalized coupled Sylvester matrix equations [J].
Dehghan, Mehdi ;
Hajarian, Masoud .
APPLIED MATHEMATICAL MODELLING, 2011, 35 (07) :3285-3300
[5]   Two algorithms for finding the Hermitian reflexive and skew-Hermitian solutions of Sylvester matrix equations [J].
Dehghan, Mehdi ;
Hajarian, Masoud .
APPLIED MATHEMATICS LETTERS, 2011, 24 (04) :444-449
[6]   Identification of Hammerstein nonlinear ARMAX systems [J].
Ding, F ;
Chen, TW .
AUTOMATICA, 2005, 41 (09) :1479-1489
[7]   Gradient-based and least-squares-based iterative estimation algorithms for multi-input multi-output systems [J].
Ding, F. ;
Liu, Y. ;
Bao, B. .
PROCEEDINGS OF THE INSTITUTION OF MECHANICAL ENGINEERS PART I-JOURNAL OF SYSTEMS AND CONTROL ENGINEERING, 2012, 226 (I1) :43-55
[8]  
Ding F., 2013, SYSTEM IDENTIFICATIO
[9]   Newton iterative identification for a class of output nonlinear systems with moving average noises [J].
Ding, Feng ;
Ma, Junxia ;
Xiao, Yongsong .
NONLINEAR DYNAMICS, 2013, 74 (1-2) :21-30
[10]   Gradient-based and least-squares-based iterative algorithms for Hammerstein systems using the hierarchical identification principle [J].
Ding, Feng ;
Liu, Xinggao ;
Chu, Jian .
IET CONTROL THEORY AND APPLICATIONS, 2013, 7 (02) :176-184
123456